SMA auf Strategyprofit, Lotsize

• 05/31/2021 at 1:35 PM #170841
  phoentzs

  Hallo,

  ich wollte gerne meine Positionsgröße darauf einstellen wie meine Strategie in Bezug auf Strategyprofit gerade läuft. Befindet sich die Strategie in einer UP-Phase(über einem SMA200 zum Beispiel) möchte ich die Positionsgrößen erhöhen, befindet sich die Strategie in einer Drawdownphase möchte ich die Positionsgröße auf einen Minimalwert setzen. Wie genau kann ich das programmieren?

  also:

  Strategyprofit > SMA200 = größere Position

  Strategyprofit < SMA200 = kleinere Position

   

  

  phoentzs

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  05/31/2021 at 2:29 PM #170845
  robertogozzi

  Da ist er.

  Was bedeutet STRATEGYPROFIT> Sma200?  Ich werde erhöhen, wenn der Gewinn steigt, und ich werde dominieren, wenn er sinkt.

  Sie entscheiden, wie viel Sie erhöhen oder verringern möchten, die beiden Werte können unterschiedlich sein, Sie können um 2 erhöhen, aber um 3 verringern (ohne jemals das Minimum zu unterschreiten):

  ONCE LotSize = 1 //starting number of lots/contracts ONCE MinLots = 0.5 //minimum lot size required by the broker ONCE Rise = 1 //numebe of lots to increment ONCE Fall = 1 //number of lots to decrement IF StrategyProfit > StrategyProfit[1] THEN LotSize = LotSize + Rise ELSIF StrategyProfit < StrategyProfit[1] THEN LotSize = LotSize - Fall ENDIF LotSize = max(MinLots,LotSize) IF MyLongConditions THEN BUY LotSize CONTRACTS AT MARKET ENDIF IF MyShortConditions THEN SELLSHORT LotSize CONTRACTS AT MARKET ENDIF

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  ONCE LotSize = 1      //starting number of lots/contracts ONCE MinLots = 0.5    //minimum lot size required by the broker ONCE Rise    = 1      //numebe of lots to increment ONCE Fall    = 1      //number of lots to decrement IF StrategyProfit > StrategyProfit[1] THEN    LotSize = LotSize + Rise ELSIF StrategyProfit < StrategyProfit[1] THEN    LotSize = LotSize - Fall ENDIF LotSize = max(MinLots,LotSize) IF MyLongConditions  THEN    BUY LotSize CONTRACTS AT MARKET ENDIF IF MyShortConditions THEN    SELLSHORT LotSize CONTRACTS AT MARKET ENDIF

   

  

  robertogozzi

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  05/31/2021 at 4:05 PM #170852
  phoentzs

  Ok, das sieht gut aus. Danke.
  Ich dachte eigentlich an einen Mittelwert über dem Strategyprofit, aber diese Variante gefällt mir auch sehr.

  Kann man noch eine Begrenzung einbauen? Position maximal?

  

  phoentzs

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  05/31/2021 at 4:15 PM #170854
  robertogozzi

  Ich habe das Maximum hinzugefügt und ich habe auch die Version mit dem Durchschnitt bei 200 Perioden erstellt:

  n. 1 - always increase or decrease

  ONCE LotSize = 1 //starting number of lots/contracts ONCE MinLots = 0.5 //minimum lot size required by the broker ONCE MaxLots = 999 //999 max lots allowed (to be also set in AutoTradung) ONCE Rise = 1 //numebe of lots to increment ONCE Fall = 1 //number of lots to decrement IF StrategyProfit > StrategyProfit[1] THEN LotSize = LotSize + Rise ELSIF StrategyProfit < StrategyProfit[1] THEN LotSize = LotSize - Fall ENDIF LotSize = min(MaxLots,max(MinLots,LotSize))) //check both Maximum and Minimum IF MyLongConditions THEN BUY LotSize CONTRACTS AT MARKET ENDIF IF MyShortConditions THEN SELLSHORT LotSize CONTRACTS AT MARKET ENDIF

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  ONCE LotSize = 1      //starting number of lots/contracts ONCE MinLots = 0.5    //minimum lot size required by the broker ONCE MaxLots = 999    //999  max lots allowed (to be also set in AutoTradung) ONCE Rise    = 1      //numebe of lots to increment ONCE Fall    = 1      //number of lots to decrement IF StrategyProfit > StrategyProfit[1] THEN    LotSize = LotSize + Rise ELSIF StrategyProfit < StrategyProfit[1] THEN    LotSize = LotSize - Fall ENDIF LotSize = min(MaxLots,max(MinLots,LotSize))) //check both Maximum and Minimum IF MyLongConditions  THEN    BUY LotSize CONTRACTS AT MARKET ENDIF IF MyShortConditions THEN    SELLSHORT LotSize CONTRACTS AT MARKET ENDIF

  n. 2 - increase when strategyprofit > Sma200, decrease when below Sma200

  ONCE LotSize = 1 //starting number of lots/contracts ONCE MinLots = 0.5 //minimum lot size required by the broker ONCE MaxLots = 999 //999 max lots allowed (to be also set in AutoTradung) ONCE Rise = 1 //numebe of lots to increment ONCE Fall = 1 //number of lots to decrement AvgStrategy = average[200,0](StrategyProfit) IF StrategyProfit > AvgStrategy THEN LotSize = LotSize + Rise ELSIF StrategyProfit < AvgStrategy THEN LotSize = LotSize - Fall ENDIF LotSize = min(MaxLots,max(MinLots,LotSize))) //check both Maximum and Minimum IF MyLongConditions THEN BUY LotSize CONTRACTS AT MARKET ENDIF IF MyShortConditions THEN SELLSHORT LotSize CONTRACTS AT MARKET ENDIF

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  ONCE LotSize = 1      //starting number of lots/contracts ONCE MinLots = 0.5    //minimum lot size required by the broker ONCE MaxLots = 999    //999  max lots allowed (to be also set in AutoTradung) ONCE Rise    = 1      //numebe of lots to increment ONCE Fall    = 1      //number of lots to decrement AvgStrategy  = average[200,0](StrategyProfit) IF StrategyProfit > AvgStrategy THEN    LotSize = LotSize + Rise ELSIF StrategyProfit < AvgStrategy THEN    LotSize = LotSize - Fall ENDIF LotSize = min(MaxLots,max(MinLots,LotSize))) //check both Maximum and Minimum IF MyLongConditions  THEN    BUY LotSize CONTRACTS AT MARKET ENDIF IF MyShortConditions THEN    SELLSHORT LotSize CONTRACTS AT MARKET ENDIF

   

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  phoentzs

  

  robertogozzi

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  05/31/2021 at 5:22 PM #170856
  phoentzs

  Du bist der Größte. Danke.

  

  phoentzs

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